How to select/extrude all the upper faces of a lot of buildings in one only step
Your problem is that your buildings seem to have already been extruded once, instead of being flat 2D shapes as in the tutorial.

Either delete all but the bottom faces and star over. Select one of the top faces then use Shift+G > Normal option to select all faces pointing up. Then use Ctrl++ once to grow the selection and add include side faces too. Then delete them with X and extrude as per tutorial instructions.



Or select only the top faces for extrusion, don't select side faces like you did in your video or you will end up with a very bad dirty topology and a model full of errors.

Select one of the top faces then use Shift+G > Normal option to select all faces pointing up, then extrude